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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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159318476635 · Jun 202019922001200920172026
48 results for Invariant distributions

Study finds homogeneous spaces with geodesic orbits but no integrable distributions.

problem Characterizing homogeneous spaces with specific geometric properties.
method Examined Lie groups with compact stabilizers and classified spaces based on geodesic orbits and integrable distributions.
result Identified homogeneous spaces with geodesic orbits but lacking integrable invariant distributions.

New probabilistic invariants bound classical topological complexity and category.

problem Bounding classical topological complexity and category.
method Developed probabilistic variants of one-category and diagonal topological complexity.
result Identified new invariants with distributional category and complexity on Eilenberg-Mac Lane spaces.

New approach combines invariance and information bottleneck for OOD generalization.

problem OOD generalization failures in classification tasks.
method Revisit linear regression tasks, prove information bottleneck constraint necessary, propose combined approach.
result Combined invariance and information bottleneck approach improves OOD generalization.

We introduce Invariant Risk Minimization (IRM), a learning paradigm to estimate invariant correlations across multiple training distributions. To achieve this goal, IRM learns a data representation such that the optimal classifier, on top of that data representation, matches for all training distributions. Through theo…

2019-07-05abs ↗pdf ↗

New framework learns sufficient invariant features robustly across distribution shifts.

problem Learning robust models under distribution shifts between training and test datasets.
method Sufficient Invariant Learning (SIL) framework and Adaptive Sharpness-aware Group Distributionally Robust Optimization (ASGDRO) algorithm.
result Empirical evaluations confirm ASGDRO's robustness against distribution shifts.

Quantum invariant derived from ternary cohomology of self-distributive structures.

problem Defining and proving a quantum invariant from ternary cohomology.
method Constructing a ribbon category from a TSD set, showing it coincides with the cocycle invariant.
result The ribbon cocycle invariant is a quantum invariant.

This paper develops methods for obtaining distribution-free prediction regions for invariant representations.

problem Distributional shifts in machine learning models.
method Invariant risk minimization and weighted conformity scores.
result Proves the effectiveness of adaptive conformal intervals for uncertainty estimation.

Estimates model performance under distribution shift using domain-invariant predictors.

problem Poor performance of models on test distributions different from training distributions.
method Uses domain-invariant predictors as a proxy for unknown target labels.
result Shows that the complexity of latent representations influences target risk.

Novel framework improves graph learning for out-of-distribution generalization.

problem Graph out-of-distribution generalization challenges in neural networks.
method Invariant Graph Learning based on Information bottleneck theory (InfoIGL).
result Achieves state-of-the-art performance in graph classification tasks under OOD generalization.

We consider the SO(3) Witten-Reshetikhin-Turaev quantum invariants of random 3-manifolds. When the level r is prime, we show that the asymptotic distribution of the absolute value of these invariants is given by the standard Rayleigh distribution and independent of the choice of level. Hence the probability that the qu…

2010-09-08abs ↗pdf ↗

Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting distance between distributions, are useful tools for fully nonparametric two-sample testing and learning on distributions. However, it is rarely that all possible differences between samples are of interest -- discovered difference…

2017-03-22abs ↗pdf ↗

The study defines and analyzes semi-invariant submanifolds in complex contact metric manifolds.

problem Characterizing semi-invariant submanifolds in complex contact metric manifolds.
method Definition and derivation of relations, integrability conditions of distributions.
result Obtained useful relations and integrability conditions for semi-invariant submanifolds.

This research focuses on invariant probabilistic predictions, showing they are not robust under distribution shifts.

problem The challenge of creating robust probabilistic predictions that remain consistent under distribution shifts.
method A causality-inspired framework to investigate invariance and robustness of probabilistic predictions with respect to proper scoring rules.
result Arbitrary distribution shifts do not admit invariant and robust probabilistic predictions, unlike point predictions.

We study density estimation for classes of shift-invariant distributions over Rd\mathbb{R}^d. A multidimensional distribution is "shift-invariant" if, roughly speaking, it is close in total variation distance to a small shift of it in any direction. Shift-invariance relaxes smoothness assumptions commonly used in non-p…

2018-11-09abs ↗pdf ↗

Study finds a method to discover causal relationships that are invariant to marginal distributions.

problem Current causal discovery methods are sensitive to marginal distributions, leading to unreliable results.
method Proposes a non-parametric estimator that marginalizes the marginals to find intrinsic causal relationships.
result The proposed method yields causal estimators competitive with current methodologies and emphasizes uncertainty.

Motivated by control-affine systems in optimal control theory, we introduce the notion of a point-affine distribution on a manifold X - i.e., an affine distribution F together with a distinguished vector field contained in F. We compute local invariants for point-affine distributions of constant type when dim(X)=n, ran…

2009-03-30abs ↗pdf ↗

Constructs portfolios based on Hellinger distance to normal, finding market invariance.

problem Finding a market invariant for portfolio construction.
method Uses Hellinger distance to normal distribution for portfolio construction and analysis.
result Minimum Hellinger distance varies drastically between markets, suggesting market invariance.

Employing the Klein-Gordon equation, we propose a generalized Black-Scholes equation. In addition, we found a limit where this generalized equation is invariant under conformal transformations, in particular invariant under scale transformations. In this limit, we show that the stock prices distribution is given by a C…

2016-04-05abs ↗pdf ↗

The distributional category bounds manifold invariants and imposes constraints.

problem Bounding manifold invariants and understanding constraints.
method Using geometric conditions like non-negative Ricci curvature, the distributional category bounds invariants such as the first Betti number and macroscopic dimension.
result Equality of bounds imposes specific constraints on the manifold.

GALA framework learns invariant graph representations via environment augmentation with minimal assumptions.

problem Learning invariant graph representations from different environments without additional assumptions.
method Developed GALA framework with minimal assumptions of variation sufficiency and consistency. Uses an assistant model to differentiate graph environment changes.
result Extracting maximally invariant subgraphs to proxy predictions identifies underlying invariant subgraphs for successful out-of-distribution generalization.

Normal geodesic flows flows of Carnot-Caratheodory are discussed from the point of view of the theory of Hamiltonian systems. The geodesic flows corresponding to left-invariant metrics and left- and -right-invariant rank 2 distributions on the three-dimensional Heisenberg group are analysed as integrable systems. The f…

1996-10-23abs ↗pdf ↗

Domain generalization aims to apply knowledge gained from multiple labeled source domains to unseen target domains. The main difficulty comes from the dataset bias: training data and test data have different distributions, and the training set contains heterogeneous samples from different distributions. Let XX denote …

2018-07-23abs ↗pdf ↗

Study invariant connections on multivariate Gaussian distributions.

problem Understanding statistical connections on multivariate Gaussian distributions.
method Investigate invariant connections on N0n\mathcal{N}_0^n with the Fisher metric.
result Explicitly determined invariant connections and their moduli spaces.

The authors found extremals of arbitrary left-invariant sub-Finsler metric on the Engel group defined by a distribution of rank two. They use for this the Pontryagin Maximum Principle for the corresponding time-optimal problem in coordinates of the first kind. The obtained results are applied to the case of left-invari…

2020-01-06abs ↗pdf ↗

The paper studies invariant functions and their relation to Landsberg surfaces.

problem Investigating the geometry of invariant functions and their applications to Landsberg surfaces.
method Investigating the geometry of SS-invariant functions and their associated vertical subdistribution, and relating the holonomy distribution to these subdistributions.
result For Landsberg surfaces, if the flag curvature is SS-invariant, it is constant, and the surface is Riemannian.

The paper studies distributions on surfaces and their connection to twistor spaces.

problem Understanding distributions invariant under geodesic flows on surfaces.
method Analyzes transport equations on unit tangent bundles and connects to twistor spaces.
result Holomorphic distributions form a unital algebra and are bijectively related to functions on twistor space.

Proposes FSM-IRL to learn invariant network representations considering feature and structural shifts.

problem Spatial heterogeneity and temporal dynamics lead to OOD generalization issues in geographic networks.
method Introduces FSM-IRL model that accounts for feature and structural distribution shifts using causal attention and reweighting.
result Demonstrates strong learning capabilities on geographic and social network datasets in OOD scenarios.

Boosted Control Functions improve prediction under distributional shifts.

problem Prediction under distributional shifts in the presence of hidden confounding.
method Boosted Control Function (BCF) and ControlTwicing algorithm.
result BCF allows for distribution generalization and invariance under nonlinear, non-identifiable structural functions.

In 1979, M. Kashiwara and M. Vergne formulated a conjecture on a Lie group G which implies that the Duflo isomorphism of Z(g) and S(g)^g extends to a natural module isomorphism between the spaces of germs of invariant distributions on G and g=Lie(G), respectively. They also proved their conjecture for G solvable. Using…

1999-05-12abs ↗pdf ↗

Study geometric inequalities for CR-submanifolds using curvature invariants.

problem Geometric inequalities for CR-submanifolds in almost Hermitian spaces.
method Comparing mutual curvature invariants with Chen-type invariants and proving geometric inequalities.
result Proved geometric inequalities with intermediate mean curvature squared for CR-submanifolds.

New connections found on zero-mean multivariate normal distributions.

problem Characterizing statistical connections on zero-mean multivariate normal distributions.
method Investigating invariant conjugate symmetric statistical connections on the submanifold of zero-mean multivariate normal distributions.
result Invariant connections on zero-mean multivariate normal distributions are not uniquely characterized by invariance under the general linear group action.

Some new results on geometry of classical parabolic Monge-Ampère equations (PMA) are presented. PMAs are either \emph{integrable}, or \emph{nonintegrable} according to integrability of its characteristic distribution. All integrable PMAs are locally equivalent to the equation uxx=0u_{xx}=0. We study nonintegrable PMAs by …

2008-11-24abs ↗pdf ↗

Study curvature and torsion in Gaussian distribution's dual coordinate system.

problem Characterize geometric invariants of Gaussian distribution.
method Investigate Riemannian curvature and torsion in a dual coordinate system of Gaussian distribution.
result Explicitly give Amari formulas in the new coordinate system.

Proposes a method to predict responses from covariates over time.

problem Predicting responses from covariates with changing conditional distributions over time.
method Invariant Subspace Decomposition (ISD) framework that splits the conditional distribution into time-invariant and time-dependent components.
result The decomposition can be used for zero-shot and time-adaptation prediction tasks.

This paper considers statistical estimation problems where the probability distribution of the observed random variable is invariant with respect to actions of a finite topological group. It is shown that any such distribution must satisfy a restricted finite mixture representation. When specialized to the case of dist…

2014-11-10abs ↗pdf ↗

SymmPI predicts unobserved values under group symmetries, improving over existing methods.

problem Quantifying uncertainty in predictions under group symmetries.
method Distributional equivariant transformations to preserve symmetries.
result SymmPI provides valid coverage and performs favorably in simulations and empirical data.

SGD converges to an invariant distribution with sub-Gaussian or sub-exponential properties.

problem Optimizing smooth and strongly convex objectives using SGD.
method Analysis through Markov chains, focusing on convergence and concentration properties.
result SGD iterates and their invariant limit distribution inherit sub-Gaussian or sub-exponential concentration properties.